\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems

DOI10.1007/s00498-004-0142-3zbMath1066.93065OpenAlexW2040577692MaRDI QIDQ706387

E. F. Tuesta, Oswaldo L. V. Costa

Publication date: 8 February 2005

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-004-0142-3

zbMATH Keywords

\(H_2\)-controlseparation principleoptimal filteringdiscrete-time systeminfinite-horizonMarkovian jump systemscoupled algebraic Riccati equations

Mathematics Subject Classification ID

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